Description Usage Arguments Value
Conducts the Johansen procedure on a given data set. The "trace" or "eigen" statistics are reported. A wrapper for the ca.jo function in the urca package.
1 |
x |
Data matrix to be investigated for cointegration |
ecdet |
Character, "none" for no intercept in cointegration, "const" for constant term in cointegration and "trend" for trend variable in cointegration. |
K |
The lag order of the series (levels) in the VAR |
season |
If seasonal dummies should be included, the data frequency must be set accordingly, i.e "4" for quarterly data. |
A list with the following elements:
|
estatistica do teste do lambda-max |
|
estatistica do teste do traco |
@import urca
@export
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